CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
943-0 |
922-0 |
-21-0 |
-2.2% |
963-0 |
| High |
943-0 |
934-2 |
-8-6 |
-0.9% |
965-0 |
| Low |
928-4 |
922-0 |
-6-4 |
-0.7% |
932-4 |
| Close |
928-4 |
933-4 |
5-0 |
0.5% |
932-6 |
| Range |
14-4 |
12-2 |
-2-2 |
-15.5% |
32-4 |
| ATR |
16-0 |
15-6 |
-0-2 |
-1.7% |
0-0 |
| Volume |
26,679 |
23,113 |
-3,566 |
-13.4% |
105,102 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966-5 |
962-3 |
940-2 |
|
| R3 |
954-3 |
950-1 |
936-7 |
|
| R2 |
942-1 |
942-1 |
935-6 |
|
| R1 |
937-7 |
937-7 |
934-5 |
940-0 |
| PP |
929-7 |
929-7 |
929-7 |
931-0 |
| S1 |
925-5 |
925-5 |
932-3 |
927-6 |
| S2 |
917-5 |
917-5 |
931-2 |
|
| S3 |
905-3 |
913-3 |
930-1 |
|
| S4 |
893-1 |
901-1 |
926-6 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-7 |
1019-3 |
950-5 |
|
| R3 |
1008-3 |
986-7 |
941-6 |
|
| R2 |
975-7 |
975-7 |
938-6 |
|
| R1 |
954-3 |
954-3 |
935-6 |
948-7 |
| PP |
943-3 |
943-3 |
943-3 |
940-6 |
| S1 |
921-7 |
921-7 |
929-6 |
916-3 |
| S2 |
910-7 |
910-7 |
926-6 |
|
| S3 |
878-3 |
889-3 |
923-6 |
|
| S4 |
845-7 |
856-7 |
914-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951-0 |
922-0 |
29-0 |
3.1% |
13-7 |
1.5% |
40% |
False |
True |
25,535 |
| 10 |
967-4 |
922-0 |
45-4 |
4.9% |
12-4 |
1.3% |
25% |
False |
True |
21,745 |
| 20 |
1053-0 |
922-0 |
131-0 |
14.0% |
12-7 |
1.4% |
9% |
False |
True |
20,707 |
| 40 |
1085-0 |
922-0 |
163-0 |
17.5% |
12-6 |
1.4% |
7% |
False |
True |
16,045 |
| 60 |
1091-0 |
922-0 |
169-0 |
18.1% |
13-5 |
1.5% |
7% |
False |
True |
14,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
986-2 |
|
2.618 |
966-3 |
|
1.618 |
954-1 |
|
1.000 |
946-4 |
|
0.618 |
941-7 |
|
HIGH |
934-2 |
|
0.618 |
929-5 |
|
0.500 |
928-1 |
|
0.382 |
926-5 |
|
LOW |
922-0 |
|
0.618 |
914-3 |
|
1.000 |
909-6 |
|
1.618 |
902-1 |
|
2.618 |
889-7 |
|
4.250 |
870-0 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
931-6 |
935-2 |
| PP |
929-7 |
934-5 |
| S1 |
928-1 |
934-1 |
|